On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales (Q729940): Difference between revisions

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scientific article

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English	On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales	scientific article

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instance of

scholarly article

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title

On connections between stochastic differential inclusions and set-valued stochastic differential equations driven by semimartingales (English)

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author

Mariusz Michta

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published in

Journal of Differential Equations

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publication date

22 December 2016

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zbMATH Keywords

set-valued function

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stochastic differential inclusion

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set-valued stochastic differential equation

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semimartingale

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attainable set

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continuous selection

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.jde.2016.10.039

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cites work

Dynamics and stability of impulsive hybrid set-valued integro-differential equations with delay

0 references

The monotone iterative technique for impulsive hybrid set valued integro-differential equations

0 references

Nonlinear stochastic differential inclusions on balance space

0 references

Q4314406

0 references

A calculus for set-valued maps and set-valued evolution equations

0 references

Viability theory

0 references

The viability theorem for stochastic differential inclusions<sup>2</sup>

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Q3324260

0 references

Set-valued analysis

0 references

Employing stochastic differential equations to model wildlife motion

0 references

Q5612008

0 references

Q3042109

0 references

On the convergence of solutions of multivalued parabolic equations and applications

0 references

Q5591689

0 references

Q3593649

0 references

A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales

0 references

Set valued functions in Fréchet spaces: continuity, Hukuhara differentiability and applications to set differential equations

0 references

Nonlinear variation of parameters formula for set differential equations in a metric space

0 references

Q3836181

0 references

Q4769223

0 references

Integrals, conditional expectations, and martingales of multivalued functions

0 references

Differentiability of multivalued functions on time scales and applications to multivalued dynamic equations

0 references

Phase spaces and periodic solutions of set functional dynamic equations with infinite delay

0 references

Q4367585

0 references

An Introduction to Metric Spaces and Fixed Point Theory

0 references

Q4115434

0 references

Q4139042

0 references

Q3997056

0 references

Properties of solution set of stochastic inclusions

0 references

Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>

0 references

Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides

0 references

Stochastic differential inclusions and applications.

0 references

Q4456992

0 references

Q5747173

0 references

Interconnection between set and fuzzy differential equations

0 references

Existence and interrelation between set and fuzzy differential equations.

0 references

Q5484956

0 references

Q3840837

0 references

Q3392414

0 references

Set-valued stochastic integral equations driven by martingales

0 references

The interrelation between stochastic differential inclusions and set-valued stochastic differential equations

0 references

Set-valued and fuzzy stochastic differential equations driven by semimartingales

0 references

On set-valued stochastic integrals and fuzzy stochastic equations

0 references

Optimal solutions to stochastic differential inclusions

0 references

Differentiable selections of multifunctions and their applications

0 references

Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales

0 references

Q2790531

0 references

Stochastic Functional Inclusion Driven by Semimartingale

0 references

Viable solutions of set-valued stochastic equation

0 references

Stability criteria for set control differential equations

0 references

Q3996259

0 references

Q4220653

0 references

Set-valued assessments of solutions to stochastic differential equations with random set parameters

0 references

A theorem of existence of an optimal control for the Goursat-Darboux problem without convexity assumptions

0 references

Stability of set differential equations and applications

0 references

Identifiers

zbMATH Open document ID

1405.60080

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DOI

10.1016/j.jde.2016.10.039

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Mathematics Subject Classification ID

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0 references

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Sitelinks

Mathematics(1 entry)

mardi Publication:729940

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@@ Property / OpenAlex ID: W2549808526 / rank @@
+Normal rank
@@ Property / cites work @@
+Dynamics and stability of impulsive hybrid set-valued integro-differential equations with delay
+Normal rank
@@ Property / cites work @@
+The monotone iterative technique for impulsive hybrid set valued integro-differential equations
+Normal rank
@@ Property / cites work @@
+Nonlinear stochastic differential inclusions on balance space
+Normal rank
@@ Property / cites work @@
+Q4314406
@@ Property / cites work: Q4314406 / rank @@
+Normal rank
@@ Property / cites work @@
+A calculus for set-valued maps and set-valued evolution equations
+Normal rank
@@ Property / cites work @@
+Viability theory
@@ Property / cites work: Viability theory / rank @@
+Normal rank
@@ Property / cites work @@
+The viability theorem for stochastic differential inclusions<sup>2</sup>
+Normal rank
@@ Property / cites work @@
+Q3324260
@@ Property / cites work: Q3324260 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued analysis
@@ Property / cites work: Set-valued analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Employing stochastic differential equations to model wildlife motion
+Normal rank
@@ Property / cites work @@
+Q5612008
@@ Property / cites work: Q5612008 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3042109
@@ Property / cites work: Q3042109 / rank @@
+Normal rank
@@ Property / cites work @@
+On the convergence of solutions of multivalued parabolic equations and applications
+Normal rank
@@ Property / cites work @@
+Q5591689
@@ Property / cites work: Q5591689 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3593649
@@ Property / cites work: Q3593649 / rank @@
+Normal rank
@@ Property / cites work @@
+A new proof for comparison theorems for stochastic differential inequalities with respect to semimartingales
+Normal rank
@@ Property / cites work @@
+Set valued functions in Fréchet spaces: continuity, Hukuhara differentiability and applications to set differential equations
+Normal rank
@@ Property / cites work @@
+Nonlinear variation of parameters formula for set differential equations in a metric space
+Normal rank
@@ Property / cites work @@
+Q3836181
@@ Property / cites work: Q3836181 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4769223
@@ Property / cites work: Q4769223 / rank @@
+Normal rank
@@ Property / cites work @@
+Integrals, conditional expectations, and martingales of multivalued functions
+Normal rank
@@ Property / cites work @@
+Differentiability of multivalued functions on time scales and applications to multivalued dynamic equations
+Normal rank
@@ Property / cites work @@
+Phase spaces and periodic solutions of set functional dynamic equations with infinite delay
+Normal rank
@@ Property / cites work @@
+Q4367585
@@ Property / cites work: Q4367585 / rank @@
+Normal rank
@@ Property / cites work @@
+An Introduction to Metric Spaces and Fixed Point Theory
+Normal rank
@@ Property / cites work @@
+Q4115434
@@ Property / cites work: Q4115434 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139042
@@ Property / cites work: Q4139042 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997056
@@ Property / cites work: Q3997056 / rank @@
+Normal rank
@@ Property / cites work @@
+Properties of solution set of stochastic inclusions
+Normal rank
@@ Property / cites work @@
+Set-valued stochastic intergrals and stochastic inclutions<sup>1</sup>
+Normal rank
@@ Property / cites work @@
+Weak compactness of solution sets to stochastic differential inclusions with convex right-hand sides
+Normal rank
@@ Property / cites work @@
+Stochastic differential inclusions and applications.
+Normal rank
@@ Property / cites work @@
+Q4456992
@@ Property / cites work: Q4456992 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5747173
@@ Property / cites work: Q5747173 / rank @@
+Normal rank
@@ Property / cites work @@
+Interconnection between set and fuzzy differential equations
+Normal rank
@@ Property / cites work @@
+Existence and interrelation between set and fuzzy differential equations.
+Normal rank
@@ Property / cites work @@
+Q5484956
@@ Property / cites work: Q5484956 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3840837
@@ Property / cites work: Q3840837 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3392414
@@ Property / cites work: Q3392414 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued stochastic integral equations driven by martingales
+Normal rank
@@ Property / cites work @@
+The interrelation between stochastic differential inclusions and set-valued stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Set-valued and fuzzy stochastic differential equations driven by semimartingales
+Normal rank
@@ Property / cites work @@
+On set-valued stochastic integrals and fuzzy stochastic equations
+Normal rank
@@ Property / cites work @@
+Optimal solutions to stochastic differential inclusions
+Normal rank
@@ Property / cites work @@
+Differentiable selections of multifunctions and their applications
+Normal rank
@@ Property / cites work @@
+Set-Valued Stochastic Integrals and Equations with Respect to Two-Parameter Martingales
+Normal rank
@@ Property / cites work @@
+Q2790531
@@ Property / cites work: Q2790531 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Functional Inclusion Driven by Semimartingale
+Normal rank
@@ Property / cites work @@
+Viable solutions of set-valued stochastic equation
+Normal rank
@@ Property / cites work @@
+Stability criteria for set control differential equations
+Normal rank
@@ Property / cites work @@
+Q3996259
@@ Property / cites work: Q3996259 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4220653
@@ Property / cites work: Q4220653 / rank @@
+Normal rank
@@ Property / cites work @@
+Set-valued assessments of solutions to stochastic differential equations with random set parameters
+Normal rank
@@ Property / cites work @@
+A theorem of existence of an optimal control for the Goursat-Darboux problem without convexity assumptions
+Normal rank
@@ Property / cites work @@
+Stability of set differential equations and applications
+Normal rank